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The Potential Effect of Brexit on the U.S. Insurance Industry: Analyzing the U.K.’s Exit from the European Union
Potential Effect of Brexit on the U.S. Insurance Industry: Analyzing the U.K.’s Exit from the European Union ... Union This research report models the impact on the U.S. insurance market resulting from a post-Brexit economy ...- Authors: Julie Nye
- Date: Feb 2019
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Risk measurement - ERM
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The Potential Effect of Brexit on the U.S. Insurance Industry Analysis Tool
The Potential Effect of Brexit on the U.S. Insurance Industry Analysis Tool Analysis tool associated ... the research report that models the impact on the U.S. insurance market resulting from a post-Brexit economy ...- Authors: Julie Nye
- Date: Feb 2019
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Risk measurement - ERM
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The Potential Effect of Brexit on the U.S. Insurance Industry: Analyzing the U.K.’s Exit from the European Union
Potential Effect of Brexit on the U.S. Insurance Industry: Analyzing the U.K.’s Exit from the European Union ... Union This research report models the impact on the U.S. insurance market resulting from a post-Brexit economy ...- Authors: Julie Nye
- Date: Feb 2019
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Probabilistic Concepts in Measurement of Asset Adequacy
stockholder dividends. V = statutory reserves. S = risk surplus needed, determined by the valuation ... invested assets equal to V. Av+s = invested assets equal to V + S. U = A - Ao. = additional invested ...- Authors: Donald D Cody
- Date: Oct 1988
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Risk measurement - ERM; Finance & Investments>Asset liability management
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A Practical Algorithm for Approximating the Probability of Ruin
an in- surance company's aggregate claims process S(t). This model can briefly be described as follows: ... claims occurring in (0,t] are defined as N(t) S(t) = ~ Xk, t > O, k=l where N(t) is the number ...- Authors: Colin M Ramsay
- Date: Oct 1992
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Risk measurement - ERM; Modeling & Statistical Methods
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Modeling Motorcycle Insurance Rate Reduction due to Mandatory Safety Courses
rtation and Health Department In 2008, 5,290 U.S. motorcyclists were killed and 96,000 injured12. Since 1998 ... systematically and comprehensively were completed before 2000[2,6,7,8,10,11]. These studies have shown ...- Authors: Jeyaraj Vadiveloo, Shujuan Huang, Application Administrator
- Date: Aug 2011
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Machine-Learning Methods for Insurance Applications
this approach is more accurate than a multiway table approach, its popularity is also based on the ... with actuarial science applications was Shapiro (2000), in which he explained some optimization methods ...- Authors: Jaideep Oberoi, Ji Yao, James Griffin
- Date: Jan 2019
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Risk measurement - ERM
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A Guide to Quantifying C-3 Risk
of business with appropriate assumptions for mortality, lapses, expenses, and so on. THE ASSET CASH ... APPENDIX 1 ILLUSTRATION OF THE C-3 MODEL TABLE 1A CALL AND PUT PARAMETERS Call Threshold Factor ...- Authors: John A Mereu
- Date: Oct 1989
- Competency: Technical Skills & Analytical Problem Solving>Process and technique refinement
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Capital management - ERM; Enterprise Risk Management>Risk measurement - ERM
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Loading Gross Premiums for Risk Without Using Utility Theory
include claim size variation, investment risks, mortality/morbidity risks, lapse risks, and so on. See, ... factor, that is, where 8(s) is the stochastic force of interest at time s. These premiums can be determined ...- Authors: Colin M Ramsay
- Date: Oct 1993
- Competency: Technical Skills & Analytical Problem Solving
- Publication Name: Transactions of the SOA
- Topics: Enterprise Risk Management>Risk measurement - ERM
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Assessing High-Risk Scenarios by Full-Range Tail Dependence Copulas Report
for the upper tail of Ĉ. If Ĉ(u, . . . , u) ∼ λu with 0 < λ ≤ 1, as u→ 0+, then C has usual upper tail ... → x0 ⇐⇒ limx→x0 g(x)/h(x) = 1. If Ĉ(u, . . . , u) ∼ uκ`(u), as u → 0+, with ` a slowly varying function1 ...- Authors: Lei Hua
- Date: Dec 2013
- Competency: External Forces & Industry Knowledge
- Topics: Enterprise Risk Management>Risk measurement - ERM